+229.2%
MXL vs BRO
-7.6%
+236.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.8% | +7.4% |
| 7D | +18.9% | -7.3% | +26.2% | +13.2% |
| 30D | +0.3% | -6.9% | +7.2% | -3.5% |
| 3M | -8.0% | +10.7% | -18.7% | -1.0% |
| 6M | +341.2% | -2.7% | +343.9% | +367.9% |
| YTD | +327.8% | -16.3% | +344.1% | +350.1% |
| 1Y | +364.9% | -29.1% | +394.0% | +391.5% |
| 3Y | +229.2% | -7.8% | +237.1% | +239.5% |
| All | +229.2% | -7.6% | +236.9% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling